[R-SIG-Finance] Help activating stop loss order.

Amod Karve (अमोद) karve.amod at gmail.com
Thu Aug 27 07:00:07 CEST 2015

forgot to add the contents of position_sizing.r. Here it is:

osFixedDollar <- function(data, timestamp, orderqty, portfolio, symbol,
ruletype, ...) {
  ClosePrice <- as.numeric(Cl(mktdata[timestamp,]))
  orderqty <- round(tradeSize / ClosePrice, -2)

On Thu, Aug 27, 2015 at 12:51 AM, Amod Karve (अमोद) <karve.amod at gmail.com>

> Hey All,
>  For the life of me I can't figure out why my stop loss order is not
> getting triggered. I am trying to play around with a simple Trend vigor
> strategy as illustrated in Ilya kipnis's blog. Everything else works except
> for the stop loss order which doesn't seem to take effect. I can't even see
> the stop loss in my order book (I see it only if I set type='risk' instead
> of chain).
> Could someone help me figure out where the problem might be?
> Attached please find the code.
> Thanks
> amod

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